One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,5)(3,7,8,6)(11,21)(13,26)(16,30)(18,27)(22,35)(23,36)(24,38)(25,29)(28,37)(31,39)(32,34)(33,40)(2,5)(6,7)(9,10,15,20)(11,22,24,33)(12,19,14,17)(13,27,26,18)(16,28,31,23)(21,35,38,40)(25,32,29,34)(30,37,39,36)(9,11,13,21,15,24,26,38)(10,16,18,30,20,31,27,39)(12,23,25,36,14,28,29,37)(17,22,32,35,19,33,34,40)(1,3,4,8)(2,6,5,7)(9,12,15,14)(10,17,20,19)(11,23,24,28)(13,25,26,29)(16,22,31,33)(18,32,27,34)(21,36,38,37)(30,35,39,40)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.